Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52162.27 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48024.0 Kr¶

PnL: ---------------------------------------> -908.0 Kr¶

DD now: ---------------------------------> -1.804 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 14:13:44.608162'

Anic Portfolio¶

Today¶

Return: 0.168 %¶

This Week¶

Return: -0.294 %¶

Total portfolio value¶

Return including deposits: 70.766 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 5.740000 694.820000 55.820000 8.740000 638.999984
Embracer Group B 26 2.470000 691.210000 29.210000 4.410000 661.999988
Biotage 4 1.280000 632.000000 29.000000 4.810000 603.000000
Vitrolife 3 1.910000 705.600000 28.600000 4.220000 677.000001
Xvivo Perfusion 3 -1.360000 870.000000 25.000000 2.960000 845.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Svolder B 35 0.240000 2198.000000 19.000000 0.870000 2179.000005
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Humana 40 4.230000 690.400000 16.400000 2.430000 674.000000
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Fortnox 10 0.530000 680.000000 12.000000 1.800000 668.000000
NCC B 7 0.960000 662.900000 8.900000 1.360000 653.999997
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Latour B 2 -0.440000 450.000000 1.000000 0.220000 449.000000
Indutrade 5 -0.680000 1319.500000 -0.500000 -0.040000 1320.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Volati 5 -0.170000 572.000000 -2.000000 -0.350000 574.000000
Addnode Group B 6 -1.580000 748.200000 -3.800000 -0.510000 751.999998
Sdiptech B 3 -1.090000 815.400000 -6.600000 -0.800000 822.000000
Nolato B 12 -1.020000 640.800000 -7.200000 -1.110000 648.000000
Sampo Oyj SDB 1 -0.500000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Investor B 3 -0.300000 646.800000 -11.200000 -1.700000 657.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Ambea 68 1.600000 2505.120000 -31.880000 -1.260000 2537.000032
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Creades A 7 -0.260000 547.400000 -63.600000 -10.410000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.600000 3444.800000 -100.200000 -2.830000 3545.000000
New Wave B 40 0.340000 3772.800000 -143.200000 -3.660000 3916.000000
Sedana Medical 135 0.520000 4155.300000 -175.700000 -4.060000 4330.999935
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 48024.000000 -908.000000 -1.8036% 48931.999868

Updated:¶

'2023-06-14 14:14:01.181584'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶